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A test for independence based on the correlation dimension
Brock, William A.; Dechert, W. Davis; LeBaron, Blake Dean; … - 1995
Persistent link: https://www.econbiz.de/10000933681
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A test for independence based on the correlation dimension
Brock, William A.; Dechert, W. Davis; Scheinkman, José … - 1987
Persistent link: https://www.econbiz.de/10000811194
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A test for independence based on the correlation dimension
Brock, William A.; Scheinkman, José Alexandre; … - In: Econometric reviews 15 (1996) 3, pp. 197-235
Persistent link: https://www.econbiz.de/10001212116